Here I'm in SharePoint 2010 where I've got this Documents SharePoint document library that contains documents which I would like to select and add to an InfoPath form.

I've already created and published an InfoPath form template to this SharePoint form library, so if I click Add document to add a new form, you'll see that as soon as the InfoPath form opens, it displays a list of all of the documents contained in the Documents SharePoint document library.

So now it's just a matter of selecting one of these files, and clicking Add File to pull that document down from the SharePoint document library and add it here as an attachment in the InfoPath form.

I can repeat the process for another file... and as you can see, it has been added here to the InfoPath form.

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